Description
Book SynopsisIn real-world problems related to finance, business, and management, mathematicians and economists frequently encounter optimization problems. This book develops linear programming methods for their solutions. It introduces the basic theory of linear inequalities and describes the simplex method used to solve them.
Trade ReviewTer Haar, who studied with Kramers, has a unique approach to scientific biography: He makes us read the original papers [along with] discussion of the published work and an eludication of these papers... On quantum electrodynamics] and the other subjects on which he touches, [ter Haar] has written a stimulating book that brings Kramers's history-making work even more into focus... Physics Today
Table of ContentsPrefaceCh. 1The Linear Programming ConceptCh. 2Origins and InfluencesCh. 3Formulating a Linear Programming ModelCh. 4Linear Equation and Inequality SystemsCh. 5The Simplex MethodCh. 6Proof of the Simplex Algorithm and the Duality TheoremCh. 7The Geometry of Linear ProgramsCh. 8Pivoting, Vector Spaces, Matrices, and InversesCh. 9The Simplex Method Using MultipliersCh. 10Finiteness of the Simplex Method Under PerturbationCh. 11Variants of the Simplex AlgorithmCh. 12The Price Concept in Linear ProgrammingCh. 13Games and Linear ProgramsCh. 14The Classical Transportation ProblemCh. 15Optimal Assignment and Other Distribution ProblemsCh. 16The Transshipment ProblemCh. 17Networks and the Transshipment ProblemCh. 18Variables with Upper BoundsCh. 19Maximal Flows in NetworksCh. 20The Primal-Dual Method for Transportation ProblemsCh. 21The Weighted Distribution ProblemCh. 22Programs with Variable CoefficientsCh. 23A Decomposition Principle for Linear ProgramsCh. 24Convex ProgrammingCh. 25UncertaintyCh. 26Discrete Variable Extremum ProblemsCh. 27Stigler's Nutrition Model: An Example of Formulation and SolutionCh. 28The Allocation of Aircraft to Routes Under Uncertain DemandBibliographyIndex
